Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-15 73.372893 83.239928 94.801908 109.584392 128.341389 151.878557 184.573121
2024-12-22 57.456366 68.672148 83.023319 103.422045 132.969056 176.687044 252.255751
2024-12-29 52.360435 65.103942 82.571736 109.699740 154.017062 231.503721 405.157839
2025-01-05 46.942280 59.821552 78.267509 108.667004 162.802203 270.795995 578.984802
2025-01-12 42.385459 54.957777 73.537881 105.533546 166.462432 302.251209 793.548837
2025-01-19 38.159912 50.024390 67.914199 99.622009 162.820739 315.418754 988.237285
2025-01-26 37.310316 49.953300 69.778000 107.005843 188.657815 425.333916 2283.529955
2025-02-02 36.628394 50.016808 71.806230 115.126271 220.194152 599.000833 10512.888349
2025-02-09 35.082551 48.529570 70.962732 117.344465 238.355961 760.619071 873551.808020
2025-02-16 33.258176 46.414269 68.739920 116.191923 246.809635 899.553061 NaN
2025-02-23 31.626483 44.478968 66.619258 114.854457 254.370474 1063.662881 NaN
2025-03-02 29.968689 42.376475 63.978563 111.881553 255.582915 1195.133816 NaN
2025-03-09 28.585892 40.726322 62.178175 110.954954 265.261301 1488.603115 NaN
2025-03-16 26.711369 38.129157 58.381184 104.731024 253.445440 1499.794397 NaN
2025-03-23 26.389368 38.178007 59.653465 111.139571 294.525923 2796.638637 NaN
2025-03-30 25.331797 36.859052 58.101933 110.085685 304.437857 3851.723944 NaN
2025-04-06 24.163088 35.271682 55.876142 106.888249 303.062910 4668.061559 NaN
2025-04-13 22.818437 33.304027 52.747240 100.858977 285.641667 4357.827049 NaN
2025-04-20 22.803347 33.713451 54.480299 108.390476 342.228525 19983.686883 NaN
2025-04-27 22.796007 34.132372 56.280457 116.680253 416.780135 NaN NaN
2025-05-04 22.312246 33.635211 56.070671 118.945944 457.573623 NaN NaN
2025-05-11 21.619317 32.706388 54.837629 117.768658 472.206549 NaN NaN
2025-05-18 20.959646 31.808146 53.606068 116.402655 484.977861 NaN NaN